MECH&AE 271C
Stochastic Optimal Control
Mechanical and Aerospace Engineering · 4 units · Graduate courses (200-299)
Stochastic dynamic programming, certainty equivalence principle, separation theorem, information statistics; linear-quadratic-Gaussian problem, linear-exponential-Gaussian problem. Relationship between stochastic control and robust control.
Letter grading.
Requisites
Official UCLA wording
Requisite: course 271B.
BruinTree reads · Prerequisite
confidence 1.00 · from textRequires
Everything that has to come before this course, not just the courses named in the requisite above.
MECH&AE 271C
- MECH&AE 271BStochastic Estimation
- MECH&AE C271AProbability and Stochastic Processes in Dynamical Systems
1 direct requisite. Showing 4 courses over 3 levels; the branches marked with a count carry on past it. Every course here opens its own tree.
Unlocks
What this course is a requisite for, and what those courses lead to in turn.
No course in the catalog lists this as a requisite.